+717.0%
ACGL vs EPAM
+751.2%
-34.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.6% | -1.4% |
| 7D | -0.7% | +2.0% | -2.7% | -1.0% |
| 30D | -1.0% | +6.5% | -7.5% | -2.1% |
| 3M | +11.0% | +19.9% | -8.9% | +7.8% |
| 6M | -0.3% | -16.9% | +16.6% | +1.2% |
| YTD | +2.3% | -42.9% | +45.1% | +8.3% |
| 1Y | +6.4% | -30.4% | +36.7% | +9.4% |
| 3Y | +34.0% | -54.7% | +88.7% | +42.2% |
| 5Y | +161.6% | -81.8% | +243.5% | +201.4% |
| 10Y | +278.6% | +65.5% | +213.1% | +201.9% |
| All | +717.0% | +751.2% | -34.2% | +477.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling